RTDMan2.0 is uploaded.
;Keep BarPeriod - 1000 for 1 sec candles and 60000 for 1 min. candles.
BarPeriod=1000
;Refresh Period in millisonds is for pushing data to Ami or NT.
;This should not be less than 50 or more than 1000(1 second)
RefreshPeriod=100
; ReuqestRefresh should be 1 for Amibroker version 5.3 or below
;else charts will not be refreshed
RequestRefresh=0
; No of BarPeriod to wait before ringing bell if RTD becomes inactive.
; Set as 0 to disable
BellWaitTime=15
;-------------------------------------------------------(For Developers Only) ------------------------
; View Data received from RTD server in Terminal
; ViewTicData (as getting fields), ViewRawData (after filling all fields),ViewBarData(after processing)
; Set as 0 or null to disable
ViewTicData=0
ViewRawData=0
ViewBarData=0
;Scrip Settings-------------------------------------------------------------------------------
;There should be no gap between successive lines
;You can use 'LTQ' (Nest) or 'Last Trade Qty' (NOW) or 'Volume Traded Today' for calculating volume.
;If 'Volume Traded Today' is used, (Volume = current-Vol_Traded - prev-Vol_Traded)
;You can use 'Volume Traded Today' for one scrip and LTQ for another. RTDMan will detect
;If 'LTQ' or 'Last Trade Qty' is used, (Volume = current-Vol + LTQ) for bar period.
;Field after Open Interest is used for LTP Multiplier. This is used for Nifty spot pulled from Currency segment
;Nifty spot is to be multiplied by 100.
;Bid Rate;Ask Rate; Bid Qty;Ask Qty; These are optional. They should be used strictly in pairs.
;Bid Qty;Ask Qty if used, they will be accumulated in respective fields for the bar period.
;i.e. Bid Qty = Bid Qty + Bid Qty for all tics during 1 second or 1 minute as the case may be.
;If Bid Rate;Ask Rate is not used, do not use Bid Qty;Ask Qty; Fields up to Oi will be pushed to Ami or NT
;Bid Rate;Ask Rate go to Ami in Aux1 and Aux2 respectively.
;If Bid Rate;Ask Rate is used but Bid Qty;Ask Qty; is not used, RTDMan will use volume to fill those fields.
; if (ltp - bid_rate) < (ask_rate - ltp) then bid_qty = volume;
; else ask_qty = volume; (hope bid_rate and ask_rate are not equal)
Edit- for Ninja only
;If Bid_Qty and Ask_Qty is used, a new scrip will be created by appending 'e' to the ticker.
;For example, CrudeOil will have 'CrudeOile' created for storing Bid_Qty and Ask_Qty.
;CrudeOile will have Date, Time, Close = LTP, H = Ask_rate, L = Bid_rate, V= Bid_Qty and OI = Ask_Qty
Scrip1=mcx_fo|CRUDEOILM16APRFUT;CRUDEOILM;LTP;LTT;LTQ;Open Interest;;Bid Rate;Ask Rate;Bid Qty;Ask Qty;
Warning-
RTD1.30 is not capable of handling the new RTDMan yet.
I have not tested it with Ninja.
Only those users who understand are invited to test this new release.
Do not enter into actual trade on the basis of new features(Ask/Bid) until they are found suitable
Source code is available from
here. It is a fork of TB's RTDMan.
Edit-1. LTQ is not giving accurate results. May be Exchange is not sending all ticks or there is bug in my code.
Volume Traded Today is giving 99% accuracy of OHLC agains NestPlus/VWAP backfill figures
2. Those using Ask/Bid values should use BarPeriod=1000 since values of Ask|Bid at end of 1 minute are useless
3. I tried millisecond time stamp with Amibroker version 6.00. Amibroker does't show it.
4. Ninja 7 does not support timestamp of milliseconds. Ninja 8 users can keep Refresh Period of say 250 and BarPeriod=1000.
Four ticks per second with same time stamp will be pushed to Ninja. See how Ninja deals with it.
5. Change RTD.format file
$FORMAT Ticker, Date_YMD, Time, Open, High, Low, Close, Volume, OpenInt, Aux1, Aux2